- May 1 Cecilia Beaux, American portrait painter, born in Philadelphia, Pennsylvania (d. 1942)
- May 2 Theodore Moses Tobani, German composer, born in Hamburg, Germany (d. 1933)
- May 7 Willie Fernie, Scottish golfer (British Open 1883), born in St. Andrews, Fife, Scotland (d. 1924)
- May 8 John Gates ("Bet-a-million" Gates), American inventor and industrialist who established the market for barbed wire fencing, born in Chicago, Illinois (d. 1911)
- May 9 Julius Röntgen, German-Dutch composer, born in Leipzig, Germany (d. 1932)
- May 12 Anatoly Lyadov, Russian composer (From the Apocalypse; Bewitched Lake), conductor, and pedagogue (St. Petersburg Conservatory, 1878-1914), born in Saint Petersburg, Russia (d. 1914)
- May 15 Eduard von Keyserling, Baltic German writer (Dritte Stiege)
- May 21 Emile Verhaeren, Belgian poet and writer (Les Flammes Hautes), born in Sint-Amands, Belgium (d. 1916)
- May 24 Arthur Wing Pinero, English actor and playwright, born in London (d. 1934)